Change linked object to appended?
There is a operator accessible from the 3D view header Object > Make Local > All  (or L) that will make the linked objects local copies.  *Do note that this is not undoable.*  



The difference between the options is not stated in the manual.


Selected objects Only make the object local, you can move, scale and add modifiers, but all the mesh data, materials, etc stays linked to the source file. (you can not enter edit mode.)
All copies everything and there are no links for any objects. All linked objects are now editable.